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Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

Statistics Theory · Mathematics 2020-09-09 Joseph P. Romano , Marius A. Tirlea

A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best…

Optimization and Control · Mathematics 2018-09-19 Eduardo Casas , Mariano Mateos , Fredi Tröltzsch

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

Statistical Mechanics · Physics 2020-08-26 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

The experimental proofs of strong time invariance violation in optics are discussed. Time noninvariance is the only real physical base for explanation the origin of the most phenomena in nonlinear optics. The experimental study of forward…

General Physics · Physics 2007-05-23 V. A. Kuz'menko

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

Probability · Mathematics 2012-10-01 John M. Noble

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

Numerical Analysis · Mathematics 2025-04-22 Lingyun Qiu , Jiwoon Sim

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…

Analysis of PDEs · Mathematics 2016-02-12 Ravi Shankar , Tucker Hartland

We present a new connection between the classical theory of full and truncated moment problems and the theory of partial differential equations, as follows. For the classical heat equation $\partial_t u = \nu \Delta u$, with initial data…

Analysis of PDEs · Mathematics 2021-08-10 Raul E. Curto , Philipp di Dio

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We study the problem of a temporal discontinuity in the permittivity of an unbounded medium with Lorentzian dispersion. More specifically, we tackle the situation in which a monochromatic plane wave forward-travelling in a (generally lossy)…

Optics · Physics 2025-09-24 Diego M. Solís , Raphael Kastner , Nader Engheta

We consider quantum field theoretic systems subject to a time-dependent perturbation, and discuss the question of defining a time dependent particle number not just at asymptotic early and late times, but also during the perturbation.…

High Energy Physics - Theory · Physics 2016-09-14 Robert Dabrowski , Gerald V. Dunne

Lie group methods are applied to the time-dependent, monoenergetic neutron diffusion equation in materials with spatial and time dependence. To accomplish this objective, the underlying 2nd order partial differential equation (PDE) is…

Analysis of PDEs · Mathematics 2019-03-21 Jesse F. Giron , Scott D. Ramsey , Brian A. Temple

In this paper, we prove the diffusion phenomenon for the linear wave equation with space-dependent damping. We prove that the asymptotic profile of the solution is given by a solution of the corresponding heat equation in the $L^2$-sense.

Analysis of PDEs · Mathematics 2015-08-20 Yuta Wakasugi

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

In this paper, a maximum principle for the one-dimensional sub-diffusion equation with Atangana-Baleanu fractional derivative is formulated and proved. The proof of the maximum principle is based on an extremum principle for the…

Analysis of PDEs · Mathematics 2018-01-29 Meiirkhan Borikhanov , Mokhtar Kirane , Berikbol T. Torebek

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…

Probability · Mathematics 2007-05-23 Timo Seppalainen , Sunder Sethuraman